+1,731.8%
HCA vs PSA
+370.2%
+1,361.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +6.0% |
| 7D | +4.9% | -2.2% | +7.2% | +5.9% |
| 30D | +1.9% | -9.6% | +11.4% | +6.5% |
| 3M | +12.7% | -7.9% | +20.6% | +16.9% |
| 6M | -22.3% | -2.0% | -20.4% | -21.9% |
| YTD | -9.3% | +15.7% | -25.1% | -15.7% |
| 1Y | +2.7% | +5.8% | -3.0% | -0.8% |
| 3Y | +57.8% | +21.6% | +36.3% | +40.4% |
| 5Y | +70.3% | +13.1% | +57.2% | +54.5% |
| 10Y | +499.7% | +101.3% | +398.4% | +296.1% |
| All | +1,731.8% | +370.2% | +1,361.6% | +585.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling